Wed, 06 Oct 2021

RQuantLib 0.4.14: More Calendars plus Update

A new release 0.4.14 of RQuantLib was uploaded to CRAN earlier today, and has by now been uploaded to Debian as well.

QuantLib is a very comprehensice free/open-source library for quantitative finance; RQuantLib connects it to the R environment and language.

The release of RQuantLib comes just one months after the previous release, and brings three changes. First, we added both two more US-based calendars (including ‘FederalReserve’) along with a bunch of not-yet-included other calendars which should complete the coverage in the R package relative to the upstream library. Should we have forgotten any, feel free to open an issue. Second, CRAN currently aims to have older autoconf conventions updated and notified maintainers of affected packages. I received a handful of these, and just like yesterday’s update to littler refreshed this here. Third, we set up automated container builds on GitHub. No other changes were made, details follow.

Changes in RQuantLib version 0.4.14 (2021-10-06)

  • Changes in RQuantLib code:

    • Several new calendars were added (Dirk in #159 closing #155)
  • Changes in RQuantLib package and setup:

    • Docker containers are now updated on a monthly schedule via GitHub Actions

    • The configure files were updated to the standard of version 2.69 following a CRAN request

Courtesy of my CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the new rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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